摘要：Let $u(t,x)$ be the solution to a stochastic heat equation $$ \frac{\partial }{\partial t}u=\frac), \frac{\partial ^,}{\partial x^,}u+ \frac{\partial ^,}{\partial t\,\partial x}X(t,x),\quad t\geq 0, x\in { \mathbb{R}} $$ with initial condition $u(0,x)\equiv 0$, where Ẋ is a space-time white noise. This paper is an attempt to study stochastic analysis questions of the solution $u(t,x)$. In fact, it is well known that the solution is a Gaussian process such that the process $t\mapsto u(t,x)$ is a bi-fractional Brownian motion with Hurst indices $H=K=\frac),$ for every real number x. However, the many properties of the process $x\mapsto u(\cdot ,x)$ are unknown. In this paper we consider the generalized quadratic covariations of the two processes $x\mapsto u(\cdot ,x),t\mapsto u(t,\cdot )$. We show that $x\mapsto u(\cdot ,x)$ admits a nontrivial finite quadratic variation and the forward integral of some adapted processes with respect to it coincides with “Itô’s integral”, but it is not a semimartingale. Moreover, some generalized Itô formulas and Bouleau–Yor identities are introduced.
